+517.6%
MTSI vs PEG
+140.8%
+376.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | +2.1% | -2.4% | +4.5% | +3.3% |
| 3M | -29.7% | -4.8% | -24.9% | -28.4% |
| 6M | +12.5% | -10.7% | +23.2% | +18.1% |
| YTD | +57.0% | -6.7% | +63.7% | +61.0% |
| 1Y | +103.9% | -6.8% | +110.8% | +109.2% |
| 3Y | +223.6% | +34.5% | +189.1% | +177.4% |
| 5Y | +321.6% | +35.8% | +285.8% | +252.6% |
| All | +517.6% | +140.8% | +376.8% | +325.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling